Twin Tree Management, LP Q4 2016 Filing

Filed February 13, 2017

Portfolio Value

$10.2T

Holdings

582

Report Date

Q4 2016

Filing Type

13F-HR

All Holdings (582 positions)

#StockSharesValue% PortfolioType
101
EBAEBAY INC
898,823$26.7B0.26%Put
102
STWDSTARWOOD PPTY TR INC
1,205,500$26.5B0.26%Put
103
MCDMCDONALDS CORP
213,885$26.0B0.25%Put
104
GILDGILEAD SCIENCES INC
358,239$25.7B0.25%Put
105
ETNEATON CORP PLC
379,900$25.5B0.25%Put
106
KMXCARMAX INC
390,727$25.2B0.25%Put
107
IRINGERSOLL-RAND PLC
332,100$24.9B0.24%Put
108
URIUNITED RENTALS INC
236,000$24.9B0.24%Put
109
CMCSACOMCAST CORP NEW
353,985$24.4B0.24%Put
110
XLFISELECT SECTOR SPDR TR
465,686$24.1B0.24%Put
111
NSCNORFOLK SOUTHERN CORP
222,600$24.1B0.24%Put
112
XOPUSDSPDR SERIES TRUST
579,556$24.0B0.23%Put
113
AMGAFFILIATED MANAGERS GROUP
162,089$23.6B0.23%Put
114
9990302DAPACHE CORP
369,800$23.5B0.23%Put
115
CRMSALESFORCE COM INC
331,535$22.7B0.22%Put
116
SLBSCHLUMBERGER LTD
269,375$22.6B0.22%Put
117
CP.TOCANADIAN PAC RY LTD
157,763$22.5B0.22%Put
118
BABOEING CO
144,000$22.4B0.22%Put
119
MOALTRIA GROUP INC
329,312$22.3B0.22%Put
120
AWMSKYWORKS SOLUTIONS INC
297,800$22.2B0.22%Put
121
ACNACCENTURE PLC IRELAND
188,900$22.1B0.22%Put
122
ZIONZIONS BANCORPORATION
513,900$22.1B0.22%Put
123
JPMJPMORGAN CHASE & CO
253,500$21.9B0.21%Put
124
LVLNSPDR SERIES TRUST
391,354$21.7B0.21%
125
WDCWESTERN DIGITAL CORP
315,794$21.5B0.21%Put
126
CNCCENTENE CORP DEL
378,000$21.4B0.21%Put
127
CSXCSX CORP
589,600$21.2B0.21%Put
128
TRGPTARGA RES CORP
371,400$20.8B0.20%Put
129
IPINTL PAPER CO
380,200$20.2B0.20%Put
130
COFCAPITAL ONE FINL CORP
230,900$20.1B0.20%Put
131
AKAMAKAMAI TECHNOLOGIES INC
296,570$19.8B0.19%Put
132
USX1UNITED STATES STL CORP NEW
597,900$19.7B0.19%Put
133
RFREGIONS FINL CORP NEW
1,367,775$19.6B0.19%Put
134
BABAALIBABA GROUP HLDG LTD
223,580$19.6B0.19%Put
135
BMYBRISTOL MYERS SQUIBB CO
329,274$19.2B0.19%Put
136
BUDANHEUSER BUSCH INBEV SA/NV
182,022$19.2B0.19%Put
137
BENFRANKLIN RES INC
481,700$19.1B0.19%Put
138
MAMASTERCARD INCORPORATED
179,832$18.6B0.18%Call
139
VODVODAFONE GROUP PLC NEW
740,920$18.1B0.18%Call
140
ATVIEURACTIVISION BLIZZARD INC
489,778$17.7B0.17%Put
141
OKEONEOK INC NEW
308,000$17.7B0.17%Put
142
UNHUNITEDHEALTH GROUP INC
109,553$17.5B0.17%Put
143
AGNCAGNC INVT CORP
965,700$17.5B0.17%Put
144
SUSUNCOR ENERGY INC NEW
531,887$17.4B0.17%Put
145
LNGCHENIERE ENERGY INC
407,304$16.9B0.17%Put
146
PNCPNC FINL SVCS GROUP INC
143,500$16.8B0.16%Put
147
XLFSELECT SECTOR SPDR TR
714,119$16.6B0.16%Call
148
UNITED STATES NATL GAS FUND
1,775,376$16.6B0.16%Put
149
NXPINXP SEMICONDUCTORS N V
168,396$16.5B0.16%Put
150
FQIDIGITAL RLTY TR INC
165,500$16.3B0.16%Put
151
GMGENERAL MTRS CO
463,205$16.1B0.16%Put
152
BRK/BBERKSHIRE HATHAWAY INC DEL
98,798$16.1B0.16%Put
153
XOMEXXON MOBIL CORP
175,944$15.9B0.16%Put
154
MYLAN N V
414,830$15.8B0.15%Put
155
NOVEURNATIONAL OILWELL VARCO INC
417,320$15.6B0.15%Put
156
REGNREGENERON PHARMACEUTICALS
42,403$15.6B0.15%Put
157
SUNTRUST BKS INC
277,200$15.2B0.15%Put
158
PRGOPERRIGO CO PCL
181,841$15.1B0.15%Put
159
MICHAEL KORS HLDGS LTD
347,364$14.9B0.15%Put
160
RDS/AROYAL DUTCH SHELL PLC
270,800$14.7B0.14%Call
161
HARMAN INTL INDS INC
130,400$14.5B0.14%Put
162
UNPUNION PAC CORP
139,637$14.5B0.14%Put
163
ARNCCHFARCONIC INC
767,594$14.2B0.14%Put
164
PVHPVH CORP
157,300$14.2B0.14%Put
165
AVGOBROADCOM LTD
80,241$14.2B0.14%Put
166
RIGTRANSOCEAN LTD
960,600$14.2B0.14%Put
167
ORCLORACLE CORP
366,467$14.1B0.14%Put
168
OREALTY INCOME CORP
244,700$14.1B0.14%Put
169
SILVER WHEATON CORP
720,136$13.9B0.14%Put
170
WCGEURWELLCARE HEALTH PLANS INC
99,300$13.6B0.13%Put
171
COSTCOSTCO WHSL CORP NEW
83,357$13.3B0.13%Put
172
CMECME GROUP INC
115,400$13.3B0.13%Put
173
ISRGINTUITIVE SURGICAL INC
20,707$13.1B0.13%Put
174
EMREMERSON ELEC CO
233,419$13.0B0.13%Put
175
MANMANPOWERGROUP INC
145,917$13.0B0.13%Put
176
TTMCHFTATA MTRS LTD
375,566$12.9B0.13%Put
177
TXTTEXTRON INC
265,254$12.9B0.13%Put
178
TECK/BTECK RESOURCES LTD
641,900$12.9B0.13%Put
179
PHPARKER HANNIFIN CORP
90,823$12.7B0.12%Put
180
TESORO CORP
144,780$12.7B0.12%Put
181
NCLHNORWEGIAN CRUISE LINE HLDGS
297,200$12.6B0.12%Put
182
AETNA INC NEW
101,534$12.6B0.12%Put
183
TMUST MOBILE US INC
218,649$12.6B0.12%
184
IFFINTERNATIONAL FLAVORS&FRAGRA
105,100$12.4B0.12%Put
185
TAT&T INC
289,200$12.3B0.12%Put
186
BBTUSDBB&T CORP
258,800$12.2B0.12%Put
187
SHIRE PLC
70,972$12.1B0.12%Put
188
HFCUSDHOLLYFRONTIER CORP
366,000$12.0B0.12%Put
189
NVSNNOVARTIS A G
164,322$12.0B0.12%Put
190
BCRUSDBARD C R INC
53,100$11.9B0.12%Put
191
AMATAPPLIED MATLS INC
368,110$11.9B0.12%Put
192
CBRECBRE GROUP INC
376,000$11.8B0.12%Put
193
DUKDUKE ENERGY CORP NEW
150,700$11.7B0.11%Put
194
BDXBECTON DICKINSON & CO
70,355$11.6B0.11%Put
195
BIDUNBAIDU INC
70,800$11.6B0.11%Put
196
TEVATEVA PHARMACEUTICAL INDS LTD
320,209$11.6B0.11%Put
197
METAFACEBOOK INC
100,379$11.5B0.11%Put
198
MURMURPHY OIL CORP
360,632$11.2B0.11%Put
199
DALDELTA AIR LINES INC DEL
224,571$11.0B0.11%Put
200
CNRCANADIAN NATL RY CO
163,377$11.0B0.11%Put
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